Pages that link to "Item:Q3393977"
From MaRDI portal
The following pages link to CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES (Q3393977):
Displayed 8 items.
- Return distributions of equity-linked retirement plans under jump and interest rate risk (Q362051) (← links)
- Portfolio insurance under a risk-measure constraint (Q654812) (← links)
- On the optimal design of insurance contracts with guarantees (Q659256) (← links)
- Best portfolio insurance for long-term investment strategies in realistic conditions (Q2442525) (← links)
- Constant proportion portfolio insurance under a regime switching exponential Lévy process (Q2443230) (← links)
- Constant Proportion Debt Obligations (CPDOs): modeling and risk analysis (Q2873543) (← links)
- ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK: A LITERATURE OVERVIEW AND ASSESSMENT (Q2892981) (← links)
- A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700) (← links)